No, I have have windows ME. But, I do have my folders set to show the hidden files and folders. It's so frustrating, because I'm not finding anything that looks suspicious. :(
The best advice I can give any owner of an ME system is to upgrade to XP. I'm not a fan of XP (I run 2003 Server) but it's a lot better than ME. The home edition is pretty cheap now. Buy one of those USB storage device http://www.xpcgear.com/usbmemory.html
and back up all your mail, favorites, documents etc and then upgrade to XP.